-98.2%
BIYA vs UMAC
+164.0%
-262.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.3% | -1.7% |
| 7D | +1.3% | -0.9% | +2.3% | +1.3% |
| 30D | -21.0% | -7.7% | -13.3% | -20.9% |
| 3M | -74.3% | -26.4% | -47.9% | -75.2% |
| 6M | -84.6% | +61.9% | -146.5% | -83.5% |
| YTD | -94.2% | +86.5% | -180.7% | -93.3% |
| 1Y | -98.2% | +156.3% | -254.5% | -97.7% |
| All | -98.2% | +164.0% | -262.2% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling